15 Commits

Include renames

Author	SHA1	Message	Date
ao gong	15b283bdf9	docs: distinguish signal execution and holding times	2026-08-21 21:49:07 +08:00
ao gong	213aa88deb	test: require execution-price input snapshot	2026-08-21 21:46:47 +08:00
ao gong	b7f77e2a6c	test: define lagged factor-to-execution contract	2026-08-21 21:46:00 +08:00
ao gong	b2af2a10a6	docs: document auditable execution workflow	2026-08-21 21:38:08 +08:00
ao gong	ee22d1eb9d	test: reproduce execution cash and long-only violations	2026-08-21 21:35:47 +08:00
ao gong	17b680604d	fix: derive multi-day trades from target-weight deltas	2026-08-21 21:35:15 +08:00
ao gong	c51d803daf	test: reproduce multi-day execution audit gaps	2026-08-21 21:31:52 +08:00
ao gong	b4f7b74c04	test: reject unsorted rebalance dates	2026-08-21 21:25:11 +08:00
ao gong	a1130ea43b	test: reject ambiguous duplicate rebalance dates	2026-08-21 21:24:03 +08:00
ao gong	ecf6b4e4bf	test: add red factor-to-weights portfolio contract	2026-08-21 21:22:36 +08:00
ao gong	585a635797	test: add red contract for unified backtest result	2026-08-21 21:10:33 +08:00
ao gong	bae4dedf70	test: satisfy metric contract lint	2026-08-21 20:59:27 +08:00
ao gong	0c3a375b1e	test: add red contracts for quant core boundaries	2026-08-21 20:57:49 +08:00
ageorge156	60027c8d3e	fix(ci): publish quant engine lite verification (#1)	2026-08-20 21:36:32 +08:00
George BerkshireandMavis	c04acf0ab6	feat: quant_engine 独立量化引擎（v1.2.0 重构 bootstrap） ... 从 research_results 抽出纯回测核心能力，形成独立成员仓。 ## 模块（10 个核心） | 模块 | 内容 | |---|---| | alpha_factors | 158 alpha 公式 + 24 基础算子（移植自 qlib alpha158）+ JSONB 工具 | | execution | 执行仿真（成本/滑点/T+1/涨跌停/部分成交/价差）+ 多日 NAV + PnL 拆解 | | indicators | 50+ 技术指标（MACD/KDJ/布林/ATR/ADX/等） | | data_adapter | 桥接 qtdb_pro 长表与新模块（rename/long-wide/复权/vwap 代理） | | backtest | weight-based 多日仿真 | | metrics / perf_stats | 绩效指标 | | factor_library | 通用方法（turnover/IC/winsorize/OLS） | | portfolio_decomp / risk | 组合分解 + 风险指标 | | logging | 统一 logger（标准库 + 可选 loguru） | ## 设计原则 - 零重型依赖（numpy/pandas/scipy） - mypy strict 0 errors（12 source files） - 394 tests passed（从 research_results 复制 + 适配） - ruff clean ## 与 research_results 的关系 - research_results 通过 re-export wrapper 保持向后兼容（src.shared.X → quant_engine.X） - 47 proj 的 import 路径暂时不变，后续逐步迁移 - 本仓角色：researchhub_workspace 引擎层 Co-Authored-By: Mavis <noreply@mavis.local>	2026-08-19 15:50:01 +08:00